Anic Equity¶

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Total return since start: 0.53 %¶

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Equity now: -----------------------------> 46730.19 Kr¶

Max Equity ever reached: ------------> 46735.99 Kr¶

Portfolio value: --------------------------> 46101.5 Kr¶

PnL: ---------------------------------------> 2187.5 Kr¶

DD now: ---------------------------------> -0.012 %¶

Max portfolio DD since start: ----> -13.025 %¶

Anic Portfolio¶

Today¶

Return: 0.456 %¶

This Week¶

Return: 0.456 %¶

Anic Portfolio¶

Total¶

Return: 52.983 %¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
MEKO 75 8542.5 -299.5 -3.39 8841.999975
Essity B 34 9095.0 379.0 4.35 8715.999994
Duni 79 7189.0 323.0 4.7 6865.999968
BICO Group 70 7385.0 2025.0 37.78 5360.000030
Eastnine 42 4611.6 -20.4 -0.44 4631.999988
Systemair 48 3302.4 -292.6 -8.14 3594.999984
SSAB A 50 3156.0 150.0 4.99 3006.000000
Elos Medtech B 10 2820.0 -77.0 -2.66 2897.000000
TOTAL 46101.5 2187.5 -0.01241% 43913.999939

Updated:¶

'2022-12-09 23:34:11.521851'
None

Last optimization/rebalancing:¶

'2022-11-08'

Next optimization/rebalancing:¶

'2022-12-18'

In or Out of market? In if Signal > -10, else out of market!¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶